Rems Real Estate Fund Market Value
| HLRRX Fund | USD 10.88 0.01 0.09% |
| Symbol | Rems |
Rems Real 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Rems Real's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Rems Real.
| 02/05/2023 |
| 01/25/2025 |
If you would invest 0.00 in Rems Real on February 5, 2023 and sell it all today you would earn a total of 0.00 from holding Rems Real Estate or generate 0.0% return on investment in Rems Real over 720 days. Rems Real is related to or competes with Realty Income, Dynex Capital, First Industrial, Healthcare Realty, Kennedy Wilson, LandBridge Company, and Belpointe PREP. The fund normally invests at least 80 percent of its net assets, plus the amount of any borrowings for investment purpos... More
Rems Real Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Rems Real's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Rems Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 5.41 | |||
| Value At Risk | (1.80) | |||
| Potential Upside | 1.28 |
Rems Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rems Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rems Real's standard deviation. In reality, there are many statistical measures that can use Rems Real historical prices to predict the future Rems Real's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (0.58) |
Rems Real Estate Backtested Returns
Rems Real Estate maintains Sharpe Ratio (i.e., Efficiency) of -0.0766, which implies the entity had a -0.0766 % return per unit of risk over the last 3 months. Rems Real Estate exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Rems Real's Variance of 1.14, risk adjusted performance of (0.07), and Coefficient Of Variation of (1,182) to confirm the risk estimate we provide. The fund holds a Beta of 0.17, which implies not very significant fluctuations relative to the market. As returns on the market increase, Rems Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding Rems Real is expected to be smaller as well.
Auto-correlation | 0.09 |
Virtually no predictability
Rems Real Estate has virtually no predictability. Overlapping area represents the amount of predictability between Rems Real time series from 5th of February 2023 to 31st of January 2024 and 31st of January 2024 to 25th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Rems Real Estate price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Rems Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.68 |
Rems Real Estate lagged returns against current returns
Autocorrelation, which is Rems Real mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Rems Real's mutual fund expected returns. We can calculate the autocorrelation of Rems Real returns to help us make a trade decision. For example, suppose you find that Rems Real has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Rems Real regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Rems Real mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rems Real mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rems Real mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Rems Real Lagged Returns
When evaluating Rems Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rems Real mutual fund have on its future price. Rems Real autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Rems Real autocorrelation shows the relationship between Rems Real mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Rems Real Estate.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Rems Mutual Fund
Rems Real financial ratios help investors to determine whether Rems Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Rems with respect to the benefits of owning Rems Real security.
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